Flex is an IDE for creating rich Internet applications to be published in Flash format. (See, I warned you!) For examples of RIA's built using Flex click here, here, or here. The team I work with has been dabbling with this fairly new language, and I have just started learning to tie an application to a database back-end, using ColdFusion.
The problem is that while there is a lot of documentation about this process on Adobe's website, you really have to know what you are looking for. And since Flex 2 is pretty new there aren't many 3rd party books or other information available yet. While there are some good-looking tutorials for "your first Coldfusion-powered Flex app" - they all assume that you already have your Coldfusion server configured to work with Flex, and that you have your Flex IDE already configured to work with your Coldfusion server.
So the team I work with began the long process of trying to get everything to "talk". Here's the process we eventually nailed down - hopefully this is useful and helpful to someone out there in cyberspace.
I assume you already have a Coldfusion server. If you don't, then you can download a trial version here. (Note: There are many resources for setting up and configuring your server to communicate with your web server and database server on the Adobe website. The purpose of this post is to guide those already familiar with Coldfusion who want to try Flex.)
Install the Coldfusion 7 Updater 2. (Download here)
Confirm that RDS is enabled on your Coldfusion server. (More information here and here if you didn't enable RDS when you installed Coldfusion.)
Make sure that the system where you will be developing has access to the Flex root on your Coldfusion server (usually /wwwroot/WEB-INF/flex).
Part 2: The Developer Environment
Install Flex Builder 2 on a PC (the Mac version is due out... well hopefully soon!). You can download the trial version for the PC here.
Install the Coldfusion Extensions for Flex Builder 2. The installation files are normally copied to your hard drive when you setup Flex on your system in "C:\Documents and Settings\username\Local Settings\Temp\ColdFusion Extensions for Flex Builder" or you can download the installer here.
Follow the steps here to configure the RDS connection between Flex Builder and your Coldfusion server.
Now you should be ready to try this tutorial. For more formal training I recommend this DVD or attend the Adobe MAX conference in October.
Good luck and enjoy!